ta_cdlmathold.c

股票主要技术指标源码

   BodyPeriodTotal[2] = 0;
   BodyPeriodTotal[1] = 0;
   BodyPeriodTotal[0] = 0;
   BodyShortTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(BodyShort);
   BodyLongTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(BodyLong);
   
   i = BodyShortTrailingIdx;
   while( i < startIdx ) {
        BodyPeriodTotal[3] += TA_CANDLERANGE( BodyShort, i-3 );
        BodyPeriodTotal[2] += TA_CANDLERANGE( BodyShort, i-2 );
        BodyPeriodTotal[1] += TA_CANDLERANGE( BodyShort, i-1 );
        i++;
   }
   i = BodyLongTrailingIdx;
   while( i < startIdx ) {
        BodyPeriodTotal[4] += TA_CANDLERANGE( BodyLong, i-4 );
        i++;
   }
   i = startIdx;

   /* Proceed with the calculation for the requested range.
    * Must have:
    * - first candle: long white candle
    * - upside gap between the first and the second bodies
    * - second candle: small black candle
    * - third and fourth candles: falling small real body candlesticks (commonly black) that hold within the long 
    *   white candle's body and are higher than the reaction days of the rising three methods
    * - fifth candle: white candle that opens above the previous small candle's close and closes higher than the 
    *   high of the highest reaction day
    * The meaning of "short" and "long" is specified with TA_SetCandleSettings; 
    * "hold within" means "a part of the real body must be within";
    * optInPenetration is the maximum percentage of the first white body the reaction days can penetrate (it is 
    * to specify how much the reaction days should be "higher than the reaction days of the rising three methods")
    * outInteger is positive (1 to 100): mat hold is always bullish
    */
   outIdx = 0;
   do
   {
        if( // 1st long, then 3 small
            TA_REALBODY(i-4) > TA_CANDLEAVERAGE( BodyLong, BodyPeriodTotal[4], i-4 ) &&
            TA_REALBODY(i-3) < TA_CANDLEAVERAGE( BodyShort, BodyPeriodTotal[3], i-3 ) &&
            TA_REALBODY(i-2) < TA_CANDLEAVERAGE( BodyShort, BodyPeriodTotal[2], i-2 ) &&
            TA_REALBODY(i-1) < TA_CANDLEAVERAGE( BodyShort, BodyPeriodTotal[1], i-1 ) &&
            // white, black, 2 black or white, white
            TA_CANDLECOLOR(i-4) == 1 &&
            TA_CANDLECOLOR(i-3) == -1 &&
            TA_CANDLECOLOR(i) == 1 &&
            // upside gap 1st to 2nd
            TA_REALBODYGAPUP(i-3,i-4) &&
            // 3rd to 4th hold within 1st: a part of the real body must be within 1st real body
            min(inOpen[i-2], inClose[i-2]) < inClose[i-4] &&
            min(inOpen[i-1], inClose[i-1]) < inClose[i-4] &&
            // reaction days penetrate first body less than optInPenetration percent
            min(inOpen[i-2], inClose[i-2]) > inClose[i-4] - TA_REALBODY(i-4) * optInPenetration &&
            min(inOpen[i-1], inClose[i-1]) > inClose[i-4] - TA_REALBODY(i-4) * optInPenetration &&
            // 2nd to 4th are falling
            max(inClose[i-2], inOpen[i-2]) < inOpen[i-3] && 
            max(inClose[i-1], inOpen[i-1]) < max(inClose[i-2], inOpen[i-2]) &&
            // 5th opens above the prior close
            inOpen[i] > inClose[i-1] &&
            // 5th closes above the highest high of the reaction days
            inClose[i] > max(max(inHigh[i-3], inHigh[i-2]), inHigh[i-1])
          )
            outInteger[outIdx++] = 100;
        else
            outInteger[outIdx++] = 0;
        /* add the current range and subtract the first range: this is done after the pattern recognition 
         * when avgPeriod is not 0, that means "compare with the previous candles" (it excludes the current candle)
         */
        BodyPeriodTotal[4] += TA_CANDLERANGE( BodyLong, i-4 ) - TA_CANDLERANGE( BodyLong, BodyLongTrailingIdx-4 );
        for (totIdx = 3; totIdx >= 1; --totIdx)
            BodyPeriodTotal[totIdx] += TA_CANDLERANGE( BodyShort, i-totIdx ) 
                                     - TA_CANDLERANGE( BodyShort, BodyShortTrailingIdx-totIdx );
        i++; 
        BodyShortTrailingIdx++;
        BodyLongTrailingIdx++;
   } while( i <= endIdx );

   /* All done. Indicate the output limits and return. */
   VALUE_HANDLE_DEREF(outNBElement) = outIdx;
   VALUE_HANDLE_DEREF(outBegIdx)    = startIdx;

   return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
}

/**** START GENCODE SECTION 5 - DO NOT DELETE THIS LINE ****/
/* Generated */ 
/* Generated */ #define  USE_SINGLE_PRECISION_INPUT
/* Generated */ #if !defined( _MANAGED ) && !defined( _JAVA )
/* Generated */    #undef   TA_PREFIX
/* Generated */    #define  TA_PREFIX(x) TA_S_##x
/* Generated */ #endif
/* Generated */ #undef   INPUT_TYPE
/* Generated */ #define  INPUT_TYPE float
/* Generated */ #if defined( _MANAGED )
/* Generated */ enum class Core::RetCode Core::CdlMatHold( int    startIdx,
/* Generated */                                            int    endIdx,
/* Generated */                                            cli::array<float>^ inOpen,
/* Generated */                                            cli::array<float>^ inHigh,
/* Generated */                                            cli::array<float>^ inLow,
/* Generated */                                            cli::array<float>^ inClose,
/* Generated */                                            double        optInPenetration, /* From 0 to TA_REAL_MAX */
/* Generated */                                            [Out]int%    outBegIdx,
/* Generated */                                            [Out]int%    outNBElement,
/* Generated */                                            cli::array<int>^  outInteger )
/* Generated */ #elif defined( _JAVA )
/* Generated */ public RetCode cdlMatHold( int    startIdx,
/* Generated */                            int    endIdx,
/* Generated */                            float        inOpen[],
/* Generated */                            float        inHigh[],
/* Generated */                            float        inLow[],
/* Generated */                            float        inClose[],
/* Generated */                            double        optInPenetration, /* From 0 to TA_REAL_MAX */
/* Generated */                            MInteger     outBegIdx,
/* Generated */                            MInteger     outNBElement,
/* Generated */                            int           outInteger[] )
/* Generated */ #else
/* Generated */ TA_RetCode TA_S_CDLMATHOLD( int    startIdx,
/* Generated */                             int    endIdx,
/* Generated */                             const float  inOpen[],
/* Generated */                             const float  inHigh[],
/* Generated */                             const float  inLow[],
/* Generated */                             const float  inClose[],
/* Generated */                             double        optInPenetration, /* From 0 to TA_REAL_MAX */
/* Generated */                             int          *outBegIdx,
/* Generated */                             int          *outNBElement,
/* Generated */                             int           outInteger[] )
/* Generated */ #endif
/* Generated */ {
/* Generated */     ARRAY_LOCAL(BodyPeriodTotal,5);
/* Generated */     int i, outIdx, totIdx, BodyShortTrailingIdx, BodyLongTrailingIdx, lookbackTotal;
/* Generated */  #ifndef TA_FUNC_NO_RANGE_CHECK
/* Generated */     if( startIdx < 0 )
/* Generated */        return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_START_INDEX,OutOfRangeStartIndex);
/* Generated */     if( (endIdx < 0) || (endIdx < startIdx))
/* Generated */        return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_END_INDEX,OutOfRangeEndIndex);
/* Generated */     #if !defined(_JAVA)
/* Generated */     if(!inOpen||!inHigh||!inLow||!inClose)
/* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */     #endif 
/* Generated */     if( optInPenetration == TA_REAL_DEFAULT )
/* Generated */        optInPenetration = 5.000000e-1;
/* Generated */     else if( (optInPenetration < 0.000000e+0) ||  (optInPenetration > 3.000000e+37) )
/* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */     #if !defined(_JAVA)
/* Generated */     if( !outInteger )
/* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */     #endif 
/* Generated */  #endif 
/* Generated */    lookbackTotal = LOOKBACK_CALL(CDLMATHOLD)(optInPenetration);
/* Generated */    if( startIdx < lookbackTotal )
/* Generated */       startIdx = lookbackTotal;
/* Generated */    if( startIdx > endIdx )
/* Generated */    {
/* Generated */       VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
/* Generated */       VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
/* Generated */       return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
/* Generated */    }
/* Generated */    BodyPeriodTotal[4] = 0;
/* Generated */    BodyPeriodTotal[3] = 0;
/* Generated */    BodyPeriodTotal[2] = 0;
/* Generated */    BodyPeriodTotal[1] = 0;
/* Generated */    BodyPeriodTotal[0] = 0;
/* Generated */    BodyShortTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(BodyShort);
/* Generated */    BodyLongTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(BodyLong);
/* Generated */    i = BodyShortTrailingIdx;
/* Generated */    while( i < startIdx ) {
/* Generated */         BodyPeriodTotal[3] += TA_CANDLERANGE( BodyShort, i-3 );
/* Generated */         BodyPeriodTotal[2] += TA_CANDLERANGE( BodyShort, i-2 );
/* Generated */         BodyPeriodTotal[1] += TA_CANDLERANGE( BodyShort, i-1 );
/* Generated */         i++;
/* Generated */    }
/* Generated */    i = BodyLongTrailingIdx;
/* Generated */    while( i < startIdx ) {
/* Generated */         BodyPeriodTotal[4] += TA_CANDLERANGE( BodyLong, i-4 );
/* Generated */         i++;
/* Generated */    }
/* Generated */    i = startIdx;
/* Generated */    outIdx = 0;
/* Generated */    do
/* Generated */    {
/* Generated */         if( // 1st long, then 3 small
/* Generated */             TA_REALBODY(i-4) > TA_CANDLEAVERAGE( BodyLong, BodyPeriodTotal[4], i-4 ) &&
/* Generated */             TA_REALBODY(i-3) < TA_CANDLEAVERAGE( BodyShort, BodyPeriodTotal[3], i-3 ) &&
/* Generated */             TA_REALBODY(i-2) < TA_CANDLEAVERAGE( BodyShort, BodyPeriodTotal[2], i-2 ) &&
/* Generated */             TA_REALBODY(i-1) < TA_CANDLEAVERAGE( BodyShort, BodyPeriodTotal[1], i-1 ) &&
/* Generated */             // white, black, 2 black or white, white
/* Generated */             TA_CANDLECOLOR(i-4) == 1 &&
/* Generated */             TA_CANDLECOLOR(i-3) == -1 &&
/* Generated */             TA_CANDLECOLOR(i) == 1 &&
/* Generated */             // upside gap 1st to 2nd
/* Generated */             TA_REALBODYGAPUP(i-3,i-4) &&
/* Generated */             // 3rd to 4th hold within 1st: a part of the real body must be within 1st real body
/* Generated */             min(inOpen[i-2], inClose[i-2]) < inClose[i-4] &&
/* Generated */             min(inOpen[i-1], inClose[i-1]) < inClose[i-4] &&
/* Generated */             // reaction days penetrate first body less than optInPenetration percent
/* Generated */             min(inOpen[i-2], inClose[i-2]) > inClose[i-4] - TA_REALBODY(i-4) * optInPenetration &&
/* Generated */             min(inOpen[i-1], inClose[i-1]) > inClose[i-4] - TA_REALBODY(i-4) * optInPenetration &&
/* Generated */             // 2nd to 4th are falling
/* Generated */             max(inClose[i-2], inOpen[i-2]) < inOpen[i-3] && 
/* Generated */             max(inClose[i-1], inOpen[i-1]) < max(inClose[i-2], inOpen[i-2]) &&
/* Generated */             // 5th opens above the prior close
/* Generated */             inOpen[i] > inClose[i-1] &&
/* Generated */             // 5th closes above the highest high of the reaction days
/* Generated */             inClose[i] > max(max(inHigh[i-3], inHigh[i-2]), inHigh[i-1])
/* Generated */           )
/* Generated */             outInteger[outIdx++] = 100;
/* Generated */         else
/* Generated */             outInteger[outIdx++] = 0;
/* Generated */         BodyPeriodTotal[4] += TA_CANDLERANGE( BodyLong, i-4 ) - TA_CANDLERANGE( BodyLong, BodyLongTrailingIdx-4 );
/* Generated */         for (totIdx = 3; totIdx >= 1; --totIdx)
/* Generated */             BodyPeriodTotal[totIdx] += TA_CANDLERANGE( BodyShort, i-totIdx ) 
/* Generated */                                      - TA_CANDLERANGE( BodyShort, BodyShortTrailingIdx-totIdx );
/* Generated */         i++; 
/* Generated */         BodyShortTrailingIdx++;
/* Generated */         BodyLongTrailingIdx++;
/* Generated */    } while( i <= endIdx );
/* Generated */    VALUE_HANDLE_DEREF(outNBElement) = outIdx;
/* Generated */    VALUE_HANDLE_DEREF(outBegIdx)    = startIdx;
/* Generated */    return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
/* Generated */ }
/* Generated */ 
/* Generated */ #if defined( _MANAGED )
/* Generated */ }}} // Close namespace TicTacTec.TA.Lib
/* Generated */ #endif
/**** END GENCODE SECTION 5 - DO NOT DELETE THIS LINE ****/